Valuation of floating rate notes with the Neutral Pricing System

Technical analysis, detailed momentum and trend analysis

Do you require more detailed information for your momentum and trend analysis? Try the FRN Individual Indices with over 240 different categories like for example UK Issuers or French Issuers as well as branch categories such as Car Issuers or Building Societies.

With these additional indications you are able to recognize strong trends or pronounced sideways phases. Especially in volatile markets the importance of market data based indices gain in importance. Use our credit indices as well for your internal and external presentations or for the comparison of other asset classes such as stocks or CDS.

For an example of momentum analysis on Bloomberg see the screenshot below.

Screenshot Bloomberg

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